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多维确定性动态规划双收敛新算法

Dual Convergence Algorithm,a New Computational Technique for Multiple-dimension Deterministic Dynamic Programming

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【作者】 阳放卓汉文

【Author】 YANG Fang,ZHUO Han-wen(China Irrigation and Drainage Development Center,Beijing 100054,China)

【机构】 中国灌溉排水发展中心中国灌溉排水发展中心 北京100054北京100054

【摘要】 在总结现有多维确定性动态规划计算方法利弊的基础上,提出一种新的优化计算方法,即双收敛算法。该算法应用于引滦工程系统(五水库)实时联合供水优化调度。实践证明:该算法从根本上克服了“维数灾”,适用于多水库(五库以上)发电及供水优化调度计算。

【Abstract】 This paper studies the real time optimum reservoir operation with hydrological forecast for the Luanhe water supply system,which includes 5 large-scale reservoirs and 6 water supply areas.A simulation model is established to further understand the present status and problems existing in the reservoir operation of the system.On the basis of analyzing and commenting on the theories and methodologies of optimum reservoir operation in both domestic and foreign countries,a 5-dimesional dynamic programming model with a built-in linear programming sub-model is also set up for the real time operation with short and medium-term hydrological forecast.The function of the sub-model is to allocate and equalize the water supply amount among the water user.Based on the detailed review of the commonly used algorithms home and overseas,a new computational technique called Dual Convergence Dynamic Programming(DCDP) is set forward to quickly find out the solution of the model.The DCDP approach can entirely overcome the "curse of dimensionality" popularly known by the circle and inevitably encountered in trying to solve a high-dimensional dynamic programming problem.The practical computation shows that DCDP approach needs much less computer memory and converges much faster than the other similar approaches,especially,the larger number of dimension state variables.The models set up in the study prove to have good practical and applicable values by running the models interval by interval for real time optimum simulation of the reservoir operation for the system.

  • 【文献出处】 灌溉排水学报 ,Journal of Irrigation and Drainage , 编辑部邮箱 ,2006年01期
  • 【分类号】TV697.41
  • 【被引频次】2
  • 【下载频次】107
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